We establish sufficient conditions on the weight functions $u$ and $v$ for the validity of the multidimensional weighted inequality $$ \Bigl(\int_E \Phi(T_k f(x))^q u(x)\,dx\Bigr)^{1/q} \le C \Bigl (\int_E \Phi(f(x))^p v(x)\,dx\Bigr )^{1/p}, $$ where 0<$p$, $q$<$\infty$, $\Phi$ is a logarithmically convex function, and $T_k$ is an integral operator over star-shaped regions. The condition is also necessary for the exponential integral inequality. Moreover, the estimation of $C$ is given and we apply the obtained results to generalize some multidimensional Levin--Cochran-Lee type inequalities.